A generalized Itō-Ventzell formula to derive forward utility models in a jump market (Q2844032)
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scientific article; zbMATH DE number 6201901
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| English | A generalized Itō-Ventzell formula to derive forward utility models in a jump market |
scientific article; zbMATH DE number 6201901 |
Statements
A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market (English)
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27 August 2013
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forward utility field
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Itō-Ventzell formula
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jump markets
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0.7603476047515869
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0.7556054592132568
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0.7263243794441223
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0.7256016135215759
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0.7194653153419495
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